Jiri Svec

The University of Sydney - Discipline of Finance

Lecturer

P.O. Box H58

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 22,183

SSRN RANKINGS

Top 22,183

in Total Papers Downloads

3,260

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (16)

Better than Bitcoin? Can cryptocurrencies beat inflation?

Number of pages: 14 Posted: 24 Nov 2021
University of Technology Sydney, Macquarie University, The University of Western Australia and The University of Sydney - Discipline of Finance
Downloads 1,148 (25,928)

Abstract:

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Bitcoin, Ethereum, cryptocurrency, deflationary, gold, inflation

Better than Bitcoin? Can Cryptocurrencies Beat Inflation?

Number of pages: 15 Posted: 07 Dec 2021
University of Technology Sydney, Macquarie University, The University of Western Australia and The University of Sydney - Discipline of Finance
Downloads 128 (306,430)

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2.

Decentralized Exchanges: The 'Wild West' of Cryptocurrency Trading

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 21 Dec 2020 Last Revised: 29 Jul 2021
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, The University of Sydney - Discipline of Finance and The University of Sydney, Students
Downloads 579 (66,717)
Citation 1

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Decentralized Exchange, DEX, ICO, ERC-20 Tokens, DeFi, Cryptocurrency

3.

When bigger is better: The impact of a tiny tick size on undercutting behavior

Number of pages: 37 Posted: 25 Jun 2018 Last Revised: 26 Jun 2020
Wilfrid Laurier University, Macquarie University and The University of Sydney - Discipline of Finance
Downloads 390 (107,486)
Citation 2

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market microstructure, tick size, trading behavior, bitcoin, cryptocurrency

4.

Capital Structure Arbitrage: An Analysis of the Australian CDS Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 44 Posted: 15 Dec 2010 Last Revised: 13 Feb 2011
Jiri Svec and Nick Reeves
The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 338 (125,687)

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Capital Structure Arbitrage, Credit Default Swaps, Model Evaluation

What is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 14 Posted: 09 Oct 2021 Last Revised: 04 Jan 2022
Macquarie University, The University of Sydney, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 140 (285,983)

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Bitcoin, cryptocurrency, expected return, term structure, risk premium

What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 13 Posted: 05 Oct 2021
Macquarie University, affiliation not provided to SSRN, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 44 (562,983)

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Bitcoin, cryptocurrency, expected return, term structure, risk premium

6.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 103 (355,235)

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Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

7.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 97 (369,276)

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Sovereign credit risk, credit default swap, structural model

8.

Firms That Age Well: Life Cycles and Default Risk

Number of pages: 13 Posted: 18 Feb 2021 Last Revised: 14 Jan 2022
University of Melbourne - Department of Finance, The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 83 (406,270)

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Credit default swap, Credit risk, Firm life cycle

9.

Market-Based Structural Determinants of Australian CDS Spreads

Number of pages: 43 Posted: 06 Oct 2011
Andrew Ainsworth and Jiri Svec
University of Wollongong - School of Accounting, Economics & Finance and The University of Sydney - Discipline of Finance
Downloads 60 (482,915)

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credit default swaps, structural models, asset value uncertainty, financial crisis

10.

The Game Changer: Regulatory Reform and Multiple Credit Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 35 Posted: 16 Aug 2021
He Huang, Jiri Svec and Eliza Wu
The University of Sydney, Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney - Business School
Downloads 57 (494,534)

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Financial regulation, Dodd-Frank, credit ratings, corporate bonds

11.

Can Bitcoin be Trusted? Quantifying the Economic Value of Blockchain Transactions

Number of pages: 28 Posted: 17 Jul 2020 Last Revised: 27 Sep 2021
Wilfrid Laurier University, Macquarie University, The University of Sydney - Discipline of Finance and Fordham University
Downloads 57 (494,534)

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Bitcoin, Blockchain, Distributed Ledger Technology, Wallet Addresses, Adoption

12.

Not so Fast: Identifying and Remediating Slow and Imprecise Cryptocurrency Exchange Data

Number of pages: 15 Posted: 07 Jul 2022
Macquarie University, Macquarie University, Macquarie Graduate School of Management and The University of Sydney - Discipline of Finance
Downloads 30 (629,235)

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cryptocurrency, Bitcoin, Ethereum, Market Microstructure, Trade Data, Kaiko, Market Order Aggregation, Trade Direction

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1361-1384, 2016
Number of pages: 24 Posted: 10 Nov 2016
Independent, Macquarie University, University of Sydney - School of Business - Finance Discipline and The University of Sydney - Discipline of Finance
Downloads 3 (898,222)
Citation 2

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conflicts of interest, dividend reinvestment plans, DRIP, underpricing, underwriter, rights issues, SEO

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Forthcoming: Journal Of Business Finance and Accounting, Issue 43 9-10
Posted: 11 Oct 2016
Macquarie University, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

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Conflicts of interest, Dividend reinvestment plans, DRIP, Underpricing, Underwriter, Rights issues, SEO

14.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 3 (862,252)
Citation 1

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15.

Australian Bond Excess Returns: An Asset Allocation Perspective

Australian Economic Papers, Vol. 56, Issue 2, pp. 163-173, 2017
Number of pages: 11 Posted: 07 Jun 2017
Rui Chen, Meng Wang and Jiri Svec
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and The University of Sydney - Discipline of Finance
Downloads 0 (906,128)

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16.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (906,128)
Citation 1

Abstract:

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Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction